Haul each raw material from the site that produces it to the industry that needs it: ore from the mine to the factory, lumber from the camp to the mill, produce from the farm to the market, oil from the well to the refinery. Line the matching car up with a station's loading zone, stop the train, and hold the whistle to transfer.
Pickups and deliveries pay $3, $5 or $15 per unit according to the remaining demand. Each demand you clear builds a section of track toward the next round. Stopped industries cause a track penalty at payroll or on a crash. Coal burns even at a standstill, faster the heavier the load. Run out of money and coal and you are out of business.